Share price$119.26
1D+3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:16:30.774Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.002428329Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 126.93 | 23.0% | 7.2% | 112.26 | 26.9% | 6.8% |
| 25Δ | 125.25 | 22.8% | 6.0% | 113.89 | 26.5% | 5.7% |
| 30Δ | 124.10 | 22.7% | 5.3% | 115.36 | 26.2% | 4.7% |
| 35Δ | 123.03 | 22.5% | 4.7% | 116.50 | 26.0% | 4.2% |
| 40Δ | 121.97 | 22.4% | 4.1% | 117.65 | 25.7% | 3.6% |
| 45Δ | 120.91 | 22.3% | 3.5% | 118.79 | 25.5% | 3.0% |
| 50Δ | 119.87 | 22.1% | 2.9% | 119.93 | 25.2% | 2.4% |
| 55Δ | 118.94 | 21.8% | 2.6% | 121.10 | 25.3% | 2.1% |
| 60Δ | 118.02 | 21.5% | 2.2% | 122.26 | 25.3% | 1.7% |
| 65Δ | 117.09 | 21.1% | 1.9% | 123.43 | 25.4% | 1.4% |
| 70Δ | 116.16 | 20.8% | 1.6% | 124.59 | 25.5% | 1.0% |
| 75Δ | 115.24 | 20.5% | 1.2% | 126.58 | 27.1% | 0.8% |
| 80Δ | 113.85 | 20.6% | 1.0% | 129.00 | 29.6% | 0.6% |
| Date | IV |
|---|---|
| 23.85% | |
| 24.00% |